deving

cmd/cli/main.go

@@ -7,7 +7,9 @@ import (
 	"git.apinb.com/quant/gostock/internal/config"
 	"git.apinb.com/quant/gostock/internal/impl"
 	"git.apinb.com/quant/gostock/internal/logic/strategy"
+	"git.apinb.com/quant/gostock/internal/logic/strategy/rule"
 	"git.apinb.com/quant/gostock/internal/logic/types"
+	"git.apinb.com/quant/gostock/internal/models"
 	"github.com/gocarina/gocsv"
 )
 
@@ -15,15 +17,26 @@ var (
 	ServiceKey = "gostock"
 )
 
-func main2() {
+func main() {
 	log.Println("Hello Cli!")
 	config.New(ServiceKey)
 	impl.NewImpl()
 
-	strategy.GenMarkData("601899.SH")
+	code := "601899.SH"
+	strategy.InitCacheByCode(code)
+	model := models.NewStratModel("selector", code)
+	stratRule := rule.NewRule(model)
+	stratRule.RunUpDate(strategy.Cache[code].Basic.ListDate)
+	stratRule.RunST(strategy.Cache[code].Basic.Name)
+	stratRule.RunIndustry(strategy.Cache[code].Basic.Industry)
+	stratRule.RunPrice(code)
+	stratRule.RunAmount(code)
+	stratRule.RunRoe(code)
+
+	model.Save()
 }
 
-func main() {
+func main2() {
 	log.Println("Hello Cli!")
 	config.New(ServiceKey)
 	impl.NewImpl()

internal/logic/strategy/boot.go

@@ -1,4 +1,5 @@
 package strategy
 
 func Boot() {
+	InitCacheByAll()
 }

internal/logic/strategy/data.go

@@ -8,6 +8,8 @@ import (
 	"git.apinb.com/quant/gostock/internal/models"
 )
 
+var Cache = make(map[string]*StockData)
+
 type StockData struct {
 	Basic         models.StockBasic
 	Daily         []models.StockDaily
@@ -15,6 +17,16 @@ type StockData struct {
 	FinaIndicator []models.StockFinaIndicator
 }
 
+func InitCacheByAll() {
+	for _, code := range GetStocks() {
+		Cache[code] = GetFullData(code)
+	}
+}
+
+func InitCacheByCode(code string) {
+	Cache[code] = GetFullData(code)
+}
+
 func GetFullData(code string) *StockData {
 	var data StockData
 	impl.DBService.Where("ts_code = ?", code).First(&data.Basic)

internal/logic/strategy/filter.go

@@ -18,47 +18,6 @@ func MustFilter(basic *models.StockBasic) (bool, *types.ResultData) {
 		Desc: "",
 		Pass: "NOT",
 	}
-	if re := rule.NewUpDate().Run(basic.ListDate); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
-
-	if re := rule.NewST().Run(basic.Name); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
-
-	if re := rule.NewIdustry().Run(basic.Industry); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
-
-	if re := rule.NewPrice().Run(basic.TsCode); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
-
-	if re := rule.NewAmount().Run(basic.TsCode); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
-
-	if re := rule.NewRoe().Run(basic.TsCode); re.Score <= 0 {
-		data.Desc = re.Desc
-		return false, data
-	} else {
-		descripts = append(descripts, re.Desc)
-	}
 
 	// if re := rule.NewRsi(GetArgs(basic.TsCode)).Run(basic.TsCode); re.Score <= 0 {
 	// 	data.Desc = re.Desc

internal/logic/strategy/rule/amount.go

@@ -2,9 +2,9 @@ package rule
 
 import (
 	"fmt"
+	"log"
 
 	"git.apinb.com/quant/gostock/internal/impl"
-	"git.apinb.com/quant/gostock/internal/logic/types"
 	"git.apinb.com/quant/gostock/internal/models"
 )
 
@@ -13,19 +13,8 @@ var (
 	MinAmount     float64 = 100000 // 万元为单位
 )
 
-type Amount struct {
+func (r *RuleFactory) RunAmount(code string) {
-	Key  string
+	log.Println("RunAmount:", r.Model.Code, "Args:", LastAmountDay, MinAmount)
-	Name string
-}
-
-func NewAmount() *Amount {
-	return &Amount{
-		Key:  "Amount",
-		Name: "成交额",
-	}
-}
-
-func (r *Amount) Run(code string) *types.RuleResult {
 
 	var data []models.StockDaily
 	impl.DBService.Where("ts_code = ?", code).Order("trade_date desc").Limit(LastAmountDay).Find(&data)
@@ -39,8 +28,10 @@ func (r *Amount) Run(code string) *types.RuleResult {
 	}
 
 	if !check {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("最近%d天, 有成交额低于%.2f万元", LastAmountDay, MinAmount)}
+		r.Model.GtAmount = -1
+		r.Model.AddDesc(fmt.Sprintf("最近%d天, 有成交额低于%.2f万元", LastAmountDay, MinAmount))
+		return
 	}
 
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("最近%d天, 成交额均高于%.2f万元", LastAmountDay, MinAmount)}
+	r.Model.GtAmount = 1
 }

internal/logic/strategy/rule/industry.go

@@ -1,9 +1,8 @@
 package rule
 
 import (
+	"log"
 	"strings"
-
-	"git.apinb.com/quant/gostock/internal/logic/types"
 )
 
 var (
@@ -17,28 +16,19 @@ var (
 	neutralIndustries = "银行,证券,保险,建筑工程,装修装饰,水泥,其他建材,化工原料,农药化肥,汽车服务,运输设备,旅游服务,酒店餐饮,旅游景点,食品,乳制品,白酒,啤酒,家用电器,家居用品,港口,水运,空运,农业综合,种植业,渔业,多元金融,工程机械,轻工机械,机械基件,机床制造,专用机械,化工机械,电器仪表,塑料,橡胶,化纤,服饰,日用化工,文教休闲,影视音像,广告包装,批发业,商贸代理,其他商业,商品城,电信运营,供气供热,软饮料,红黄酒,公共交通,机场,路桥,水力发电,石油加工,石油开采,石油贸易,园区开发,综合类,林业,特种钢"
 )
 
-type Industry struct {
+func (r *RuleFactory) RunIndustry(in string) {
-	Key  string
+	log.Println("RunIndustry:", r.Model.Code, "Args:", in)
-	Name string
-}
 
-func NewIdustry() *Industry {
-	return &Industry{
-		Key:  "industry",
-		Name: "行业",
-	}
-}
-
-func (r *Industry) Run(in string) *types.RuleResult {
-	score := 1
-	desc := "中性/周期型行业"
 	if strings.Contains(hotIndustries, in) {
-		score = 2
+		r.Model.IndustryScore = 2
-		desc = "热门行业"
+		r.Model.AddDesc("中性/热门行业")
+		return
 	} else if strings.Contains(sunsetIndustries, in) {
-		score = -1
+		r.Model.IndustryScore = -1
-		desc = "夕阳行业"
+		r.Model.AddDesc("中性/夕阳行业")
+		return
 	}
 
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: score, Desc: desc}
+	r.Model.IndustryScore = 1
+	r.Model.AddDesc("中性/周期型行业")
 }

internal/logic/strategy/rule/new.go

@@ -0,0 +1,13 @@
+package rule
+
+import "git.apinb.com/quant/gostock/internal/models"
+
+type RuleFactory struct {
+	Model *models.StratModel
+}
+
+func NewRule(m *models.StratModel) *RuleFactory {
+	return &RuleFactory{
+		Model: m,
+	}
+}

internal/logic/strategy/rule/price.go

@@ -2,9 +2,9 @@ package rule
 
 import (
 	"fmt"
+	"log"
 
 	"git.apinb.com/quant/gostock/internal/impl"
-	"git.apinb.com/quant/gostock/internal/logic/types"
 	"git.apinb.com/quant/gostock/internal/models"
 )
 
@@ -13,19 +13,8 @@ var (
 	MinPrice = 5.0
 )
 
-type Price struct {
+func (r *RuleFactory) RunPrice(code string) {
-	Key  string
+	log.Println("RunPrice:", r.Model.Code, "Args:", LastDay, MinPrice)
-	Name string
-}
-
-func NewPrice() *Price {
-	return &Price{
-		Key:  "Price",
-		Name: "股价",
-	}
-}
-
-func (r *Price) Run(code string) *types.RuleResult {
 
 	var data []models.StockDaily
 	impl.DBService.Where("ts_code = ?", code).Order("trade_date desc").Limit(LastDay).Find(&data)
@@ -39,8 +28,10 @@ func (r *Price) Run(code string) *types.RuleResult {
 	}
 
 	if !check {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("最近%d天, 有价格低于%.2f", LastDay, MinPrice)}
+		r.Model.GtAmount = -1
+		r.Model.AddDesc(fmt.Sprintf("最近%d天, 有价格低于%.2f", LastDay, MinPrice))
+		return
 	}
 
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("最近%d天, 价格均高于%.2f", LastDay, MinPrice)}
+	r.Model.GtAmount = 1
 }

internal/logic/strategy/rule/roe.go

@@ -2,10 +2,10 @@ package rule
 
 import (
 	"fmt"
+	"log"
 
 	"git.apinb.com/bsm-sdk/core/utils"
 	"git.apinb.com/quant/gostock/internal/impl"
-	"git.apinb.com/quant/gostock/internal/logic/types"
 	"git.apinb.com/quant/gostock/internal/models"
 )
 
@@ -13,31 +13,26 @@ var (
 	MinRoe float64 = 0
 )
 
-type Roe struct {
+func (r *RuleFactory) RunRoe(code string) {
-	Key  string
+	log.Println("RunRoe:", r.Model.Code)
-	Name string
-}
-
-func NewRoe() *Roe {
-	return &Roe{
-		Key:  "Roe",
-		Name: "年化净资产收益率",
-	}
-}
-
-func (r *Roe) Run(code string) *types.RuleResult {
 
 	var data models.StockFinaIndicator
 	err := impl.DBService.Where("ts_code = ?", code).Order("period desc").Limit(1).First(&data).Error
 	if err != nil {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "最近无财报，无ROE值！"}
+		r.Model.GtAmount = -1
+		r.Model.AddDesc("最近无财报，无ROE值！")
+		return
 	}
 
 	data.Roe = utils.FloatRound(data.Roe, 2)
 
 	if data.Roe < MinRoe {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("ROE=%.2f 低于%.2f", data.Roe, MinRoe)}
+		r.Model.GtAmount = -1
+		r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 低于%.2f", data.Roe, MinRoe))
+		return
 	}
 
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe)}
+	r.Model.GtAmount = 1
+	r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe))
+	return
 }

internal/logic/strategy/rule/st.go

@@ -1,27 +1,17 @@
 package rule
 
 import (
+	"log"
 	"strings"
-
-	"git.apinb.com/quant/gostock/internal/logic/types"
 )
 
-type ST struct {
+func (r *RuleFactory) RunST(in string) {
-	Key  string
+	log.Println("RunST:", r.Model.Code, "Args:", in)
-	Name string
-}
-
-func NewST() *ST {
-	return &ST{
-		Key:  "ST",
-		Name: "ST",
-	}
-}
-
-func (r *ST) Run(in string) *types.RuleResult {
 	if strings.Contains(in, "ST") {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "有退市风险"}
+		r.Model.StScore = -1
+		r.Model.AddDesc("有退市风险")
+		return
 	}
 
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: "无退市风险"}
+	r.Model.StScore = 1
 }

internal/logic/strategy/rule/up_date.go

@@ -1,35 +1,25 @@
 package rule
 
 import (
+	"log"
 	"time"
-
-	"git.apinb.com/quant/gostock/internal/logic/types"
 )
 
-type UpDate struct {
+func (r *RuleFactory) RunUpDate(lastdate string) {
-	Key  string
+	log.Println("RunUpDate:", r.Model.Code, "Args:", lastdate)
-	Name string
-}
-
-func NewUpDate() *UpDate {
-	return &UpDate{
-		Key:  "UpDate",
-		Name: "上市时间",
-	}
-}
-
-func (r *UpDate) Run(lastdate string) *types.RuleResult {
 	// 计算上市不足半年的股票
 	if lastdate == "" {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "无上市时间"}
+		r.Model.UpDateDay = -1
+		r.Model.AddDesc("无上市时间")
+		return
 	}
 	lastDate, err := time.Parse("20060102", lastdate)
 	if err != nil {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "上市时间格式错误"}
+		r.Model.UpDateDay = -1
+		r.Model.AddDesc("上市时间格式错误")
+		return
 	}
 
-	if time.Now().Sub(lastDate) < time.Hour*24*365/2 {
+	daysDiff := int(time.Since(lastDate).Hours() / 24)
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "上市时间不足6个月"}
+	r.Model.UpDateDay = daysDiff
-	}
-	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: "上市超过半年"}
 }

internal/models/strat_model.go

@@ -15,13 +15,13 @@ type StratModel struct {
 	StratKey      string
 	Ymd           int
 	Code          string
-	UpDateMonth   int //上市时间，月数
+	UpDateDay     int //上市时间，天数
 	IndustryScore int // 行业分组
-	IsSt          int
+	StScore       int
 	GtAmount      int // 每日交易额大于设定值
 	GtPrice       int // 最近20日交易日价格大于设定值
 	GtRoe         int // ROE 是否大于设定值
-
+	Desc          string
 }
 
 func init() {
@@ -42,6 +42,10 @@ func NewStratModel(key, code string) *StratModel {
 	return &obj
 }
 
+func (s *StratModel) AddDesc(d string) {
+	s.Desc = s.Desc + "||" + d
+}
+
 func (s *StratModel) Save() error {
 	var cnt int64
 	impl.DBService.Model(&StratModel{}).Where("strat_key=? and ymd=? and code=?", s.StratKey, s.Ymd, s.Code).Count(&cnt)